I usually go to the range with a friend for this very reason, at least out door ones.

One of us goes down range while the other is back at the line. Fortunately, all the ranges I go to usually have a range officer there, so stuff like this would be extremely hard to pull off. No one is allowed to even approach the benches until everyone has been accounted for and back safely behind the "safety" lines.

A real scummy situation sadly, really kind of depressing that you have to be so paranoid that someone with sticky fingers will lift your stuff that you have to be on the swival at all times.